Asymptotic inference about predictive ability

Econometrica

Volumn 64, Issue 5, 1996, Pages 1067-1084

  West, Kenneth D ^a  

^a NONE

Author keywords

Forecast evaluation; Forecasting; Hypothesis test; Model comparison; Testing

Indexed keywords

ASYMPTOTIC BEHAVIOR; ERROR ESTIMATION; SAMPLE SIZE; SMOOTH FUNCTION; TIME SERIES;

STATISTICAL TESTS;

EID: 0030353235     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171956     Document Type: Article

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